Spot and forward rates in a stochastic model of the foreign exchange market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Economics.
Volume (Year): 12 (1982)
Issue (Month): 3-4 (May)
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Web page: http://www.elsevier.com/locate/inca/505552
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- Carol L. Osler, 2006. "Macro lessons from microstructure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
- HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June.
- Thomas C. Glaessner, 1982. "The modern theory of forward foreign exchange: some new consistent estimates under rational expectations," International Finance Discussion Papers 206, Board of Governors of the Federal Reserve System (U.S.).
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